CROMPTON
Crompt Grea Con Elec Ltd
Historical option data for CROMPTON
21 Sep 2025 04:11 PM IST
| CROMPTON 30SEP2025 345 CE | ||||||||||||||||
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Delta: 0.06
Vega: 0.06
Theta: -0.09
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 313.95 | 0.4 | -0.2 | 32.02 | 150 | -45 | 219 | |||||||||
| 18 Sept | 316.85 | 0.6 | -0.1 | 31.18 | 37 | 8 | 261 | |||||||||
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| 14 Sept | 314.45 | 0.85 | -0.1 | 28.96 | 26 | 5 | 237 | |||||||||
| 17 Aug | 319.80 | 11.2 | 0 | 4.98 | 0 | 0 | 0 | |||||||||
For Crompt Grea Con Elec Ltd - strike price 345 expiring on 30SEP2025
Delta for 345 CE is 0.06
Historical price for 345 CE is as follows
On 21 Sept CROMPTON was trading at 313.95. The strike last trading price was 0.4, which was -0.2 lower than the previous day. The implied volatity was 32.02, the open interest changed by -45 which decreased total open position to 219
On 18 Sept CROMPTON was trading at 316.85. The strike last trading price was 0.6, which was -0.1 lower than the previous day. The implied volatity was 31.18, the open interest changed by 8 which increased total open position to 261
On 14 Sept CROMPTON was trading at 314.45. The strike last trading price was 0.85, which was -0.1 lower than the previous day. The implied volatity was 28.96, the open interest changed by 5 which increased total open position to 237
On 17 Aug CROMPTON was trading at 319.80. The strike last trading price was 11.2, which was 0 lower than the previous day. The implied volatity was 4.98, the open interest changed by 0 which decreased total open position to 0
| CROMPTON 30SEP2025 345 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 313.95 | 29.25 | 0 | 0.00 | 0 | 0 | 0 |
| 18 Sept | 316.85 | 29.25 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 314.45 | 29.25 | 0.2 | 26.08 | 4 | 2 | 40 |
| 17 Aug | 319.80 | 29.7 | 0 | - | 0 | 0 | 0 |
For Crompt Grea Con Elec Ltd - strike price 345 expiring on 30SEP2025
Delta for 345 PE is 0.00
Historical price for 345 PE is as follows
On 21 Sept CROMPTON was trading at 313.95. The strike last trading price was 29.25, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 18 Sept CROMPTON was trading at 316.85. The strike last trading price was 29.25, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 14 Sept CROMPTON was trading at 314.45. The strike last trading price was 29.25, which was 0.2 higher than the previous day. The implied volatity was 26.08, the open interest changed by 2 which increased total open position to 40
On 17 Aug CROMPTON was trading at 319.80. The strike last trading price was 29.7, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
